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UNH vs. IGV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UNH vs. IGV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in UnitedHealth Group Incorporated (UNH) and iShares Expanded Tech-Software Sector ETF (IGV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, UNH achieves a 29.43% return, which is significantly higher than IGV's -12.01% return. Over the past 10 years, UNH has underperformed IGV with an annualized return of 13.22%, while IGV has yielded a comparatively higher 15.60% annualized return.


UNH

1D
-1.07%
1M
5.14%
6M
29.07%
YTD
29.43%
1Y
53.14%
3Y*
-4.02%
5Y*
2.11%
10Y*
13.22%
ALL TIME*
23.05%

IGV

1D
0.19%
1M
4.37%
6M
-5.40%
YTD
-12.01%
1Y
-16.26%
3Y*
9.01%
5Y*
3.20%
10Y*
15.60%
ALL TIME*
9.30%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UNH vs. IGV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UNH
UnitedHealth Group Incorporated
29.43%-33.14%-2.41%0.80%6.94%45.20%21.25%20.00%14.52%39.83%
IGV
iShares Expanded Tech-Software Sector ETF
-12.01%5.56%23.41%58.56%-35.65%12.30%52.86%34.33%12.44%42.16%

Correlation

The correlation between UNH and IGV is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.15

Correlation (3Y)
Calculated over the trailing 3-year period

0.06

Correlation (5Y)
Calculated over the trailing 5-year period

0.16

Correlation (10Y)
Calculated over the trailing 10-year period

0.23

Correlation (All Time)
Calculated using the full available price history since Jul 13, 2001

0.31

The correlation between UNH and IGV shifts across timeframes, from 0.06 (3 years) to 0.31 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

UNH vs. IGV — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

UNH
UNH Risk / Return Rank: 7979
Overall Rank
UNH Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
UNH Sortino Ratio Rank: 7777
Sortino Ratio Rank
UNH Omega Ratio Rank: 8282
Omega Ratio Rank
UNH Calmar Ratio Rank: 7777
Calmar Ratio Rank
UNH Martin Ratio Rank: 7777
Martin Ratio Rank

IGV
IGV Risk / Return Rank: 55
Overall Rank
IGV Sharpe Ratio Rank: 55
Sharpe Ratio Rank
IGV Sortino Ratio Rank: 55
Sortino Ratio Rank
IGV Omega Ratio Rank: 55
Omega Ratio Rank
IGV Calmar Ratio Rank: 66
Calmar Ratio Rank
IGV Martin Ratio Rank: 66
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

UNH vs. IGV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UnitedHealth Group Incorporated (UNH) and iShares Expanded Tech-Software Sector ETF (IGV). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


UNHIGVDifference
Sharpe ratioReturn per unit of total volatility

+1.92

Sortino ratioReturn per unit of downside risk

+2.48

Omega ratioGain probability vs. loss probability

1.28

0.92

+0.36

Calmar ratioReturn relative to maximum drawdown

1.84

-0.45

+2.29

Martin ratioReturn relative to average drawdown

4.38

-0.86

+5.24

UNH vs. IGV - Sharpe Ratio Comparison

The current UNH Sharpe Ratio is 1.35, which is higher than the IGV Sharpe Ratio of -0.57. The chart below compares the historical Sharpe Ratios of UNH and IGV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

UNH vs. IGV - Drawdown Comparison

The maximum UNH drawdown since its inception was -74.37%, which is greater than IGV's maximum drawdown of -63.45%. Use the drawdown chart below to compare losses from any high point for UNH and IGV.


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Drawdown Indicators


UNHIGVDifference

Max Drawdown

Largest peak-to-trough decline

-74.37%

-63.45%

-10.92%

Max Drawdown (1Y)

Largest decline over 1 year

-28.96%

-36.61%

+7.65%

Max Drawdown (3Y)

Largest decline over 3 years

-61.39%

-36.61%

-24.78%

Max Drawdown (5Y)

Largest decline over 5 years

-61.39%

-45.85%

-15.54%

Max Drawdown (10Y)

Largest decline over 10 years

-61.39%

-45.85%

-15.54%

Current Drawdown

Current decline from peak

-29.72%

-21.05%

-8.67%

Average Drawdown

Average peak-to-trough decline

-14.81%

-14.48%

-0.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.16%

18.89%

-6.73%

Volatility

UNH vs. IGV - Volatility Comparison

UnitedHealth Group Incorporated (UNH) and iShares Expanded Tech-Software Sector ETF (IGV) have volatilities of 7.16% and 7.17%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UNHIGVDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.16%

7.17%

-0.01%

Volatility (6M)

Calculated over the trailing 6-month period

31.06%

25.18%

+5.88%

Volatility (1Y)

Calculated over the trailing 1-year period

39.54%

28.69%

+10.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.99%

28.08%

+3.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.27%

26.41%

+3.86%

Dividends

UNH vs. IGV - Dividend Comparison

UNH's dividend yield for the trailing twelve months is around 2.12%, more than IGV's 0.02% yield.


PositionTTM20252024202320222021202020192018201720162015
IGV
iShares Expanded Tech-Software Sector ETF
0.02%0.00%0.00%0.01%0.01%0.00%0.35%0.02%0.16%0.09%0.82%0.22%
UNH
UnitedHealth Group Incorporated
2.12%2.64%1.62%1.38%1.21%1.12%1.38%1.41%1.38%1.30%1.48%1.59%

Frequently Asked Questions


UNH and IGV have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IGV has higher volatility (7.17%) compared to UNH (7.16%). In terms of maximum drawdown, UNH dropped -74.37% vs IGV's -63.45%.

UNH currently has the higher Sharpe Ratio (1.35 vs -0.57), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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